Matea Skypala Email & Phone Number

Amsterdam, NH, NL

Amsterdam, North Holland, Netherlands

Amsterdam, North Holland, Netherlands

Amsterdam, North Holland, Netherlands

1. Covering daily flow of client deals, structuring the FX vanilla and exotic derivatives, executing the deals and hedging the immediate risks.2. Developing a fully automated back-testing tool, personalised to each client's FX exposure. The tool includes analysis of the current market conditions and past performance of hedging strategies. Accompanying.

Zagreb, Croatia

Part of the Credit Risk Modeling Team within a retail bank in Croatia. Got familiar with methodologies on PD, LGD and CCF models and learned about banking processes in general.Main responsibility was data mining, testing and analysis of large datasets in preparation for LGD model, done through SAS and Excel. Closely collaborated with the IT department and.

Delft, South Holland, Netherlands

Creating business solutions for socially-oriented companies while receiving trainings in consulting services from 180DC partners such as Deloitte and McKinsey. Working in teams of 6 throughout two periods of 5 months. Projects are described within the Projects section below.180DC is a student organisation working on volunteer basis, allowing students to.

Leiden, South Holland, Netherlands

Writing a Master thesis in LUMC, combining the survival analysis and multi-state models with the causal inference methods. This is a new approach with only a few similar studies done so far. My task was to estimate the causal effect of a fertility treatment timing to outcome pregnancies. I presented the work at the EuroCIM 2021 conference.

Delft, South Holland, Netherlands

Completed a project involving implementation of a sensitivity analysis method (copula-based Morris method) on an environmental model (Delft3D) and analysis of the results.

Delft, South Holland, Netherlands

Courses: - Multivariate Data Analysis - Structured Expert Judgement (MOOC) - Medical research in practice (Leiden University)

Master'S Degree, Applied Mathematics, Stochastics

Master thesis: - "Causal inference with multi-state mdoels: finding the optimal treatment timing for couples with unexplained.

Bachelor Of Science - Bs, Mathematics

Courses: - Functional and Differential analysis, Linear algebra, Set theory, Algebraic structures, Topology, Probability, Markov Chains.